BEKE vs. SPY
BEKE (KE Holdings Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BEKE returned -13.52%/yr vs 13.24%/yr for SPY. At a 0.24 correlation, their price movements are largely independent.
Performance
BEKE vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, BEKE achieves a 12.84% return, which is significantly higher than SPY's 10.67% return.
BEKE
- 1D
- 2.52%
- 1M
- 8.31%
- 6M
- 1.33%
- YTD
- 12.84%
- 1Y
- -4.80%
- 3Y*
- 7.86%
- 5Y*
- -13.52%
- 10Y*
- —
SPY
- 1D
- -0.54%
- 1M
- 0.31%
- 6M
- 9.02%
- YTD
- 10.67%
- 1Y
- 21.60%
- 3Y*
- 20.01%
- 5Y*
- 13.24%
- 10Y*
- 15.08%
BEKE vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BEKE KE Holdings Inc. | 12.84% | -12.65% | 16.49% | 17.37% | -30.62% | -67.31% | 75.53% |
SPY State Street SPDR S&P 500 ETF | 10.67% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 11.72% |
Correlation
The correlation between BEKE and SPY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2020 | 0.24 |
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Return for Risk
BEKE vs. SPY — Risk / Return Rank
BEKE
SPY
BEKE vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) and State Street SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BEKE | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.44 | -2.61 |
| Martin ratioReturn relative to average drawdown | -0.30 | 10.63 | -10.94 |
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Drawdowns
BEKE vs. SPY - Drawdown Comparison
The maximum BEKE drawdown since its inception was -88.26%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BEKE and SPY.
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Drawdown Indicators
| BEKE | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.26% | -55.19% | -33.07% |
Max Drawdown (1Y)Largest decline over 1 year | -28.66% | -8.88% | -19.78% |
Max Drawdown (3Y)Largest decline over 3 years | -42.53% | -18.76% | -23.77% |
Max Drawdown (5Y)Largest decline over 5 years | -76.86% | -24.50% | -52.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -75.47% | -0.91% | -74.56% |
Average DrawdownAverage peak-to-trough decline | -68.06% | -9.02% | -59.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 2.04% | +13.77% |
Volatility
BEKE vs. SPY - Volatility Comparison
KE Holdings Inc. (BEKE) has a higher volatility of 11.51% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEKE | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 3.58% | +7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 28.02% | 10.02% | +18.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.99% | 12.58% | +23.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.92% | 17.17% | +55.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.85% | 17.93% | +55.92% |
Dividends
BEKE vs. SPY - Dividend Comparison
BEKE's dividend yield for the trailing twelve months is around 1.58%, more than SPY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEKE KE Holdings Inc. | 1.58% | 2.28% | 1.91% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
BEKE and SPY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEKE has higher volatility (11.51%) compared to SPY (3.58%). In terms of maximum drawdown, BEKE dropped -88.26% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.72 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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